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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
A note on multistage stochastic programming with individual probability constraints
Kan̆ková, Vlasta, (2001)
Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig, (2002)
Uniform quasi-concavity in probabilistic constrained stochastic programming
Prékopa, András, (2011)
Convexity and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints
Yoda, Kunikazu, (2016)
Improved bounds on the probability of the union of events some of whose intersections are empty